Neckel, Tobias / Rupp, Florian
Random Differential Equations in Scientific Computing
- eBook (PDF)
- Publication Date:
- December 2013
- Copyright year:
Theory and numerics of random differential equations from an interdisciplinary and problem-centered point of view.
State–of-the-art concepts of both dynamical systems and scientific computing.
Aims and Scope
This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering
state-of-the-art concepts of both dynamical systems and scientific computing.
The red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary
The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.
- 650 pages
- Type of Publication:
- Random differential equations, dynamical systems, scientific computing
- Beginning graduate/ master level students of theory and numerics of stochastically perturbed differential equations.